NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.405 |
3.428 |
0.023 |
0.7% |
3.229 |
| High |
3.453 |
3.438 |
-0.015 |
-0.4% |
3.550 |
| Low |
3.392 |
3.390 |
-0.002 |
-0.1% |
3.224 |
| Close |
3.414 |
3.421 |
0.007 |
0.2% |
3.462 |
| Range |
0.061 |
0.048 |
-0.013 |
-21.3% |
0.326 |
| ATR |
0.091 |
0.088 |
-0.003 |
-3.4% |
0.000 |
| Volume |
13,396 |
12,142 |
-1,254 |
-9.4% |
116,788 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.560 |
3.539 |
3.447 |
|
| R3 |
3.512 |
3.491 |
3.434 |
|
| R2 |
3.464 |
3.464 |
3.430 |
|
| R1 |
3.443 |
3.443 |
3.425 |
3.430 |
| PP |
3.416 |
3.416 |
3.416 |
3.410 |
| S1 |
3.395 |
3.395 |
3.417 |
3.382 |
| S2 |
3.368 |
3.368 |
3.412 |
|
| S3 |
3.320 |
3.347 |
3.408 |
|
| S4 |
3.272 |
3.299 |
3.395 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.390 |
4.252 |
3.641 |
|
| R3 |
4.064 |
3.926 |
3.552 |
|
| R2 |
3.738 |
3.738 |
3.522 |
|
| R1 |
3.600 |
3.600 |
3.492 |
3.669 |
| PP |
3.412 |
3.412 |
3.412 |
3.447 |
| S1 |
3.274 |
3.274 |
3.432 |
3.343 |
| S2 |
3.086 |
3.086 |
3.402 |
|
| S3 |
2.760 |
2.948 |
3.372 |
|
| S4 |
2.434 |
2.622 |
3.283 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.642 |
|
2.618 |
3.564 |
|
1.618 |
3.516 |
|
1.000 |
3.486 |
|
0.618 |
3.468 |
|
HIGH |
3.438 |
|
0.618 |
3.420 |
|
0.500 |
3.414 |
|
0.382 |
3.408 |
|
LOW |
3.390 |
|
0.618 |
3.360 |
|
1.000 |
3.342 |
|
1.618 |
3.312 |
|
2.618 |
3.264 |
|
4.250 |
3.186 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.419 |
3.436 |
| PP |
3.416 |
3.431 |
| S1 |
3.414 |
3.426 |
|